Soc. Generale Call 40 IXD1 20.09.2024
/ DE000SU1N5C3
Soc. Generale Call 40 IXD1 20.09..../ DE000SU1N5C3 /
| 2024-05-02 9:12:57 AM |
Chg.+0.020 |
Bid9:15:23 AM |
Ask9:15:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+4.00% |
0.510
Bid Size: 60,000 |
0.520
Ask Size: 60,000 |
INDITEX INH. EO... |
40.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU1N5C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.29 |
| Time value: |
0.23 |
| Break-even: |
45.10 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
5.93 |
| Rho: |
0.10 |
Quote data
| Open: |
0.500 |
| High: |
0.520 |
| Low: |
0.500 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-25.71% |
| 3 Months |
|
|
+67.74% |
| YTD |
|
|
+57.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.500 |
| 1M High / 1M Low: |
0.760 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
0.790 |
| Low (YTD): |
2024-01-05 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.593 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
